United Kingdom
Over 2022 to 2025 (4 years of data), TWGBGBX has tended to move short between 21.09 and 25.09, closing higher in 100.0% of those years for an average +2.02% move and an annualized Sharpe of 5.52.
Best window
21.09 - 25.09
Direction
Short
Win rate
100.0%
Avg return
+2.02%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 25.09 | Short | 100.0% | +2.02% | 5.52 | 4 |
| 18.09 → 13.10 | Short | 75.0% | +7.19% | 2.60 | 4 |
| 18.09 → 20.10 | Short | 75.0% |
| +7.15% |
| 2.45 |
| 4 |
| 18.09 → 21.10 | Short | 75.0% | +7.02% | 2.17 | 4 |
| 18.09 → 19.10 | Short | 75.0% | +7.01% | 2.43 | 4 |
| 20.09 → 13.10 | Short | 75.0% | +6.77% | 2.58 | 4 |
| 20.09 → 20.10 | Short | 75.0% | +6.76% | 2.55 | 4 |
| 17.09 → 13.10 | Short | 75.0% | +6.71% | 2.23 | 4 |